This paper is concerned with the problem of the optimal output feedback under the LQ index.
本文研究了线性二次型指标下的最优输出反馈问题。
The paper presents a sufficient condition for the existence of the optimal output feedback solution of the LQ problem.
文中给出了这种输出反馈解存在的充分性条件。
In this paper, the problems of the model reduction and the design of optimal output feedback matrix are discussed for linear stochastic discrete-time system.
本文研究了线性离散随机系统的模型降阶和最优输出反馈矩阵的设计问题。
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